+2,307.7%
JCI vs EXPD
+30,859.1%
-28,551.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +3.8% | -1.1% | +5.0% | +4.2% |
| 30D | -5.7% | +4.1% | -9.7% | -6.7% |
| 3M | -1.4% | +17.9% | -19.3% | -5.8% |
| 6M | +4.1% | +29.2% | -25.1% | -3.3% |
| YTD | +21.7% | +27.4% | -5.6% | +12.9% |
| 1Y | +36.1% | +56.8% | -20.7% | +18.8% |
| 3Y | +154.4% | +68.0% | +86.4% | +116.2% |
| 5Y | +112.0% | +61.9% | +50.2% | +80.1% |
| 10Y | +322.2% | +316.0% | +6.2% | +180.2% |
| All | +2,307.7% | +30,859.1% | -28,551.3% | +808.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling